5 citations · 10 across the 6 of their papers we have counts for
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cs.LG2022★ 1 cited
Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models
Qiong Wu, Jian Li, Zhenming Liu +2
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or int…
cs.LG2019★ 5 cited
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
Qiong Wu, Christopher G. Brinton, Zheng Zhang +3
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not full…
cs.LG2018
Towards Non-Parametric Learning to Rank
Ao Liu, Qiong Wu, Zhenming Liu +1
This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with…